Should I wait when Blender isn't responding?
You can wait if you want, but it's probably going to take a long time before it will start responding. If you close it there is a way to recover you data; Blender autosaves your projects every 5 minutes, and you can change it if you want.

When you open Blender, go to 'File', then in the option, click 'Recover Auto save', wait for some time, and Blender will show all the autosaves it has taken according to the date. Click the unsaved projects, and save it when it opens.